MILK, Class III - CHICAGO MERCANTILE EXCHANGE Code-052641
Commitments of Traders - Futures Only, May 29, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 200,000 POUNDS) :
: : :
All : 39,338: 10,882 979 924 20,925 29,003 32,731 30,906: 6,607 8,432
Old : 39,338: 10,882 979 924 20,925 29,003 32,731 30,906: 6,607 8,432
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2007 :
: 655: 156 -64 113 199 932 468 981: 187 -326
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 27.7 2.5 2.3 53.2 73.7 83.2 78.6: 16.8 21.4
Old : 100.0: 27.7 2.5 2.3 53.2 73.7 83.2 78.6: 16.8 21.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 64: 23 4 13 26 23 53 36:
Old : 64: 23 4 13 26 23 53 36:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.8 39.5 49.1 56.7 32.8 39.2 48.6 55.7
Old : 32.8 39.5 49.1 56.7 32.8 39.2 48.6 55.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE Code-054642
Commitments of Traders - Futures Only, May 29, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 182,112: 35,941 32,506 43,963 80,390 81,156 160,294 157,625: 21,818 24,487
Old : 163,235: 30,188 37,454 36,916 77,537 68,213 144,641 142,583: 18,594 20,652
Other: 18,877: 12,502 1,801 298 2,853 12,943 15,653 15,042: 3,224 3,835
: : :
: : Changes in Commitments from: May 22, 2007 :
: 6,222: 2,175 3,005 1,302 439 -899 3,916 3,408: 2,306 2,814
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 19.7 17.8 24.1 44.1 44.6 88.0 86.6: 12.0 13.4
Old : 100.0: 18.5 22.9 22.6 47.5 41.8 88.6 87.3: 11.4 12.7
Other: 100.0: 66.2 9.5 1.6 15.1 68.6 82.9 79.7: 17.1 20.3
: : :
:# Traders : Number of Traders in Each Category :
All : 210: 59 86 85 28 35 147 161:
Old : 207: 59 88 78 28 34 140 157:
Other: 76: 32 16 8 7 23 41 45:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.0 32.3 37.8 39.7 26.0 31.4 36.0 36.9
Old : 29.0 33.3 41.9 40.8 29.0 32.9 39.9 39.1
Other: 47.8 42.3 57.7 59.9 41.5 33.0 50.2 50.6
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE Code-057642
Commitments of Traders - Futures Only, May 29, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 40,000 POUNDS) :
: : :
All : 265,906: 65,613 39,068 51,609 122,274 121,414 239,496 212,091: 26,410 53,815
Old : 265,906: 65,613 39,068 51,609 122,274 121,414 239,496 212,091: 26,410 53,815
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2007 :
: -646: -3,693 -4,359 -837 1,740 1,437 -2,790 -3,759: 2,144 3,113
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 24.7 14.7 19.4 46.0 45.7 90.1 79.8: 9.9 20.2
Old : 100.0: 24.7 14.7 19.4 46.0 45.7 90.1 79.8: 9.9 20.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 328: 85 70 83 79 137 223 251:
Old : 328: 85 70 83 79 137 223 251:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.4 15.2 35.7 24.5 24.4 12.8 35.1 19.3
Old : 24.4 15.2 35.7 24.5 24.4 12.8 35.1 19.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RANDOM LENGTH LUMBER - CHICAGO MERCANTILE EXCHANGE Code-058643
Commitments of Traders - Futures Only, May 29, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 110,000 BOARD FEET) :
: : :
All : 7,659: 2,744 3,264 715 2,107 1,739 5,566 5,718: 2,093 1,941
Old : 7,659: 2,744 3,264 715 2,107 1,739 5,566 5,718: 2,093 1,941
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2007 :
: 440: 46 -420 67 16 568 129 215: 311 225
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 35.8 42.6 9.3 27.5 22.7 72.7 74.7: 27.3 25.3
Old : 100.0: 35.8 42.6 9.3 27.5 22.7 72.7 74.7: 27.3 25.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 79: 22 28 12 18 23 50 56:
Old : 79: 22 28 12 18 23 50 56:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.6 21.9 41.6 33.8 28.6 21.0 40.9 30.9
Old : 28.6 21.9 41.6 33.8 28.6 21.0 40.9 30.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE Code-061641
Commitments of Traders - Futures Only, May 29, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF 50,000 POUNDS) :
: : :
All : 21,006: 8,192 3,115 1,127 6,817 5,855 16,136 10,097: 4,870 10,909
Old : 21,006: 8,192 3,115 1,127 6,817 5,855 16,136 10,097: 4,870 10,909
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2007 :
: -2,424: -871 168 -537 -681 -728 -2,089 -1,097: -335 -1,327
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 39.0 14.8 5.4 32.5 27.9 76.8 48.1: 23.2 51.9
Old : 100.0: 39.0 14.8 5.4 32.5 27.9 76.8 48.1: 23.2 51.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 122: 36 19 10 24 45 67 69:
Old : 122: 36 19 10 24 45 67 69:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 19.9 11.1 34.0 18.2 19.1 9.5 32.4 15.9
Old : 19.9 11.1 34.0 18.2 19.1 9.5 32.4 15.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-090741
Commitments of Traders - Futures Only, May 29, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CAD 100,000) :
: : :
All : 186,775: 92,150 40,130 2,357 53,283 117,771 147,790 160,258: 38,985 26,517
Old : 186,775: 92,150 40,130 2,357 53,283 117,771 147,790 160,258: 38,985 26,517
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2007 :
: 14,743: 8,259 -4,794 163 1,957 17,886 10,379 13,255: 4,364 1,488
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 49.3 21.5 1.3 28.5 63.1 79.1 85.8: 20.9 14.2
Old : 100.0: 49.3 21.5 1.3 28.5 63.1 79.1 85.8: 20.9 14.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 98: 42 21 4 21 22 66 44:
Old : 98: 42 21 4 21 22 66 44:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.2 36.0 49.6 55.5 31.9 34.6 43.0 52.6
Old : 36.2 36.0 49.6 55.5 31.9 34.6 43.0 52.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE Code-092741
Commitments of Traders - Futures Only, May 29, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF CHF 125,000) :
: : :
All : 97,517: 9,644 68,852 12 76,951 7,259 86,607 76,123: 10,910 21,394
Old : 97,517: 9,644 68,852 12 76,951 7,259 86,607 76,123: 10,910 21,394
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2007 :
: -2,786: 272 -6,389 -150 -2,731 1,788 -2,609 -4,751: -177 1,965
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.9 70.6 0.0 78.9 7.4 88.8 78.1: 11.2 21.9
Old : 100.0: 9.9 70.6 0.0 78.9 7.4 88.8 78.1: 11.2 21.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 61: 13 30 1 13 8 26 39:
Old : 61: 13 30 1 13 8 26 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 67.1 33.2 76.8 44.4 65.3 33.2 75.0 44.4
Old : 67.1 33.2 76.8 44.4 65.3 33.2 75.0 44.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE Code-095741
Commitments of Traders - Futures Only, May 29, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF MXN 500,000) :
: : :
All : 139,965: 94,740 8,603 1,491 33,881 126,594 130,112 136,688: 9,853 3,277
Old : 139,965: 94,740 8,603 1,491 33,881 126,594 130,112 136,688: 9,853 3,277
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2007 :
: 11,077: 13,378 -3,521 701 -2,419 14,833 11,660 12,013: -583 -936
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 67.7 6.1 1.1 24.2 90.4 93.0 97.7: 7.0 2.3
Old : 100.0: 67.7 6.1 1.1 24.2 90.4 93.0 97.7: 7.0 2.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 112: 71 15 2 13 19 85 35:
Old : 112: 71 15 2 13 19 85 35:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.4 65.4 50.3 84.6 27.0 54.3 38.8 69.4
Old : 36.4 65.4 50.3 84.6 27.0 54.3 38.8 69.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE Code-096742
Commitments of Traders - Futures Only, May 29, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF GBP 62,500) :
: : :
All : 129,528: 69,948 22,538 51 27,631 87,821 97,630 110,410: 31,898 19,118
Old : 129,528: 69,948 22,538 51 27,631 87,821 97,630 110,410: 31,898 19,118
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2007 :
: 7,267: 13,455 1,383 41 -7,954 5,761 5,542 7,185: 1,725 82
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 54.0 17.4 0.0 21.3 67.8 75.4 85.2: 24.6 14.8
Old : 100.0: 54.0 17.4 0.0 21.3 67.8 75.4 85.2: 24.6 14.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 84: 31 22 4 18 20 53 42:
Old : 84: 31 22 4 18 20 53 42:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 29.6 34.1 41.3 51.6 29.6 33.4 40.5 49.4
Old : 29.6 34.1 41.3 51.6 29.6 33.4 40.5 49.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE Code-097741
Commitments of Traders - Futures Only, May 29, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 12,500,000) :
: : :
All : 319,048: 51,301 197,544 1,192 222,725 83,306 275,218 282,042: 43,830 37,006
Old : 319,048: 51,301 197,544 1,192 222,725 83,306 275,218 282,042: 43,830 37,006
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2007 :
: -7,383: -1,000 -6,503 -315 -7,360 -430 -8,675 -7,248: 1,292 -135
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 16.1 61.9 0.4 69.8 26.1 86.3 88.4: 13.7 11.6
Old : 100.0: 16.1 61.9 0.4 69.8 26.1 86.3 88.4: 13.7 11.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 148: 37 71 7 29 22 69 97:
Old : 148: 37 71 7 29 22 69 97:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 49.3 29.3 62.6 45.7 49.1 26.8 57.9 40.4
Old : 49.3 29.3 62.6 45.7 49.1 26.8 57.9 40.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
EURO FX - CHICAGO MERCANTILE EXCHANGE Code-099741
Commitments of Traders - Futures Only, May 29, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF EUR 125,000) :
: : :
All : 213,871: 124,206 29,887 2,967 30,545 146,256 157,718 179,110: 56,153 34,761
Old : 213,871: 124,206 29,887 2,967 30,545 146,256 157,718 179,110: 56,153 34,761
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2007 :
: -5,026: -2,654 -1,686 -165 -5,314 520 -8,133 -1,331: 3,107 -3,695
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 58.1 14.0 1.4 14.3 68.4 73.7 83.7: 26.3 16.3
Old : 100.0: 58.1 14.0 1.4 14.3 68.4 73.7 83.7: 26.3 16.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 146: 69 35 18 28 32 106 76:
Old : 146: 69 35 18 28 32 106 76:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 24.9 36.8 33.0 52.3 24.8 35.1 32.5 50.2
Old : 24.9 36.8 33.0 52.3 24.8 35.1 32.5 50.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-112741
Commitments of Traders - Futures Only, May 29, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF NZD 100,000) :
: : :
All : 23,796: 15,707 796 6 5,598 21,530 21,311 22,332: 2,485 1,464
Old : 23,796: 15,707 796 6 5,598 21,530 21,311 22,332: 2,485 1,464
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2007 :
: -585: -900 -4 0 544 -421 -356 -425: -229 -160
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 66.0 3.3 0.0 23.5 90.5 89.6 93.8: 10.4 6.2
Old : 100.0: 66.0 3.3 0.0 23.5 90.5 89.6 93.8: 10.4 6.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 38: 16 2 1 11 14 27 17:
Old : 38: 16 2 1 11 14 27 17:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 48.6 73.8 65.5 88.0 48.3 73.0 65.2 87.2
Old : 48.6 73.8 65.5 88.0 48.3 73.0 65.2 87.2
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
1-MONTH LIBOR RATE - CHICAGO MERCANTILE EXCHANGE Code-032741
Commitments of Traders - Futures Only, May 29, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $3,000,000) :
: : :
All : 52,571: 6,570 5,094 265 43,011 44,359 49,846 49,718: 2,725 2,853
Old : 52,571: 6,570 5,094 265 43,011 44,359 49,846 49,718: 2,725 2,853
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2007 :
: 984: 740 -20 -7 403 1,101 1,136 1,074: -152 -90
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.5 9.7 0.5 81.8 84.4 94.8 94.6: 5.2 5.4
Old : 100.0: 12.5 9.7 0.5 81.8 84.4 94.8 94.6: 5.2 5.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 22: 4 2 2 15 10 20 13:
Old : 22: 4 2 2 15 10 20 13:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 45.6 83.0 63.3 92.5 41.3 71.8 57.3 75.4
Old : 45.6 83.0 63.3 92.5 41.3 71.8 57.3 75.4
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE Code-132741
Commitments of Traders - Futures Only, May 29, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF $1,000,000) :
: : :
All :12,027,457: 1,488,557 1,140,630 1,136,962 8,303,317 8,301,452 10,928,836 10,579,044: 1,098,621 1,448,413
Old :12,027,457: 1,488,557 1,140,630 1,136,962 8,303,317 8,301,452 10,928,836 10,579,044: 1,098,621 1,448,413
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2007 :
: 148,372: 25,211 87,430 13,382 82,205 -7,329 120,798 93,483: 27,574 54,889
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 12.4 9.5 9.5 69.0 69.0 90.9 88.0: 9.1 12.0
Old : 100.0: 12.4 9.5 9.5 69.0 69.0 90.9 88.0: 9.1 12.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 335: 73 63 98 162 175 278 304:
Old : 335: 73 63 98 162 175 278 304:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 36.7 17.4 47.1 30.1 34.3 13.9 39.1 22.7
Old : 36.7 17.4 47.1 30.1 34.3 13.9 39.1 22.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-138741
Commitments of Traders - Futures Only, May 29, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 500 INDEX X $250.00) :
: : :
All : 676,382: 56,914 65,215 11,070 473,219 463,274 541,203 539,559: 135,179 136,823
Old : 676,382: 56,914 65,215 11,070 473,219 463,274 541,203 539,559: 135,179 136,823
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2007 :
: 3,682: -188 -1,423 0 -1,009 6,566 -1,197 5,143: 4,879 -1,461
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 8.4 9.6 1.6 70.0 68.5 80.0 79.8: 20.0 20.2
Old : 100.0: 8.4 9.6 1.6 70.0 68.5 80.0 79.8: 20.0 20.2
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 185: 40 32 16 87 57 135 97:
Old : 185: 40 32 16 87 57 135 97:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 23.9 32.6 32.8 42.9 22.3 32.6 30.9 42.9
Old : 23.9 32.6 32.8 42.9 22.3 32.6 30.9 42.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-13874A
Commitments of Traders - Futures Only, May 29, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ($50 X S&P 500 INDEX) :
: : :
All : 2,200,527: 455,830 721,765 28,176 1,261,355 1,274,979 1,745,361 2,024,920: 455,166 175,607
Old : 2,200,527: 455,830 721,765 28,176 1,261,355 1,274,979 1,745,361 2,024,920: 455,166 175,607
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2007 :
: 39,564: 1,343 33,200 -3,069 40,630 -1,512 38,904 28,619: 660 10,945
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 20.7 32.8 1.3 57.3 57.9 79.3 92.0: 20.7 8.0
Old : 100.0: 20.7 32.8 1.3 57.3 57.9 79.3 92.0: 20.7 8.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 323: 81 103 32 85 99 185 215:
Old : 323: 81 103 32 85 99 185 215:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.6 22.0 31.9 32.3 15.9 15.7 24.6 25.5
Old : 21.6 22.0 31.9 32.3 15.9 15.7 24.6 25.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P 400 MIDCAP STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-338741
Commitments of Traders - Futures Only, May 29, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $500) :
: : :
All : 9,348: 908 0 0 5,869 7,255 6,777 7,255: 2,571 2,093
Old : 9,348: 908 0 0 5,869 7,255 6,777 7,255: 2,571 2,093
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2007 :
: -215: -1 0 0 -70 0 -71 0: -144 -215
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.7 0.0 0.0 62.8 77.6 72.5 77.6: 27.5 22.4
Old : 100.0: 9.7 0.0 0.0 62.8 77.6 72.5 77.6: 27.5 22.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 21: 2 0 0 12 10 14 10:
Old : 21: 2 0 0 12 10 14 10:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 41.0 48.8 58.2 70.6 37.8 48.6 55.0 69.3
Old : 41.0 48.8 58.2 70.6 37.8 48.6 55.0 69.3
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-33874A
Commitments of Traders - Futures Only, May 29, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (S&P 400 INDEX X $100) :
: : :
All : 91,061: 12,547 27,355 0 67,310 59,479 79,857 86,834: 11,204 4,227
Old : 91,061: 12,547 27,355 0 67,310 59,479 79,857 86,834: 11,204 4,227
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2007 :
: -2,983: -910 -486 0 -1,324 -2,481 -2,234 -2,967: -749 -16
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 13.8 30.0 0.0 73.9 65.3 87.7 95.4: 12.3 4.6
Old : 100.0: 13.8 30.0 0.0 73.9 65.3 87.7 95.4: 12.3 4.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 86: 16 12 0 39 33 55 45:
Old : 86: 16 12 0 39 33 55 45:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 32.9 46.9 51.3 64.4 32.3 46.7 50.0 64.0
Old : 32.9 46.9 51.3 64.4 32.3 46.7 50.0 64.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE Code-209741
Commitments of Traders - Futures Only, May 29, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NASDAQ 100 INDEX X $100) :
: : :
All : 62,353: 5,605 14,542 33 49,216 38,405 54,854 52,980: 7,499 9,373
Old : 62,353: 5,605 14,542 33 49,216 38,405 54,854 52,980: 7,499 9,373
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2007 :
: -1,496: -2,896 -46 -53 1,292 942 -1,657 843: 161 -2,339
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 9.0 23.3 0.1 78.9 61.6 88.0 85.0: 12.0 15.0
Old : 100.0: 9.0 23.3 0.1 78.9 61.6 88.0 85.0: 12.0 15.0
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 73: 10 19 3 26 26 38 46:
Old : 73: 10 19 3 26 26 38 46:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 47.6 40.2 64.7 55.1 47.5 37.7 64.5 52.5
Old : 47.6 40.2 64.7 55.1 47.5 37.7 64.5 52.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-209742
Commitments of Traders - Futures Only, May 29, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : ( NASDAQ 100 STOCK INDEX X $20) :
: : :
All : 455,492: 145,953 175,150 4,733 257,185 249,948 407,871 429,831: 47,621 25,661
Old : 455,492: 145,953 175,150 4,733 257,185 249,948 407,871 429,831: 47,621 25,661
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2007 :
: -17,259: -26,526 -854 -1,236 21,422 -19,732 -6,340 -21,822: -10,919 4,563
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 32.0 38.5 1.0 56.5 54.9 89.5 94.4: 10.5 5.6
Old : 100.0: 32.0 38.5 1.0 56.5 54.9 89.5 94.4: 10.5 5.6
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 245: 88 66 13 52 54 149 124:
Old : 245: 88 66 13 52 54 149 124:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 28.6 29.9 38.8 45.7 25.9 29.9 36.0 45.7
Old : 28.6 29.9 38.8 45.7 25.9 29.9 36.0 45.7
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE Code-232741
Commitments of Traders - Futures Only, May 29, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF AUD 100,000) :
: : :
All : 97,790: 61,546 22,208 595 10,925 62,351 73,066 85,154: 24,724 12,636
Old : 97,790: 61,546 22,208 595 10,925 62,351 73,066 85,154: 24,724 12,636
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2007 :
: -5,510: -5,315 2,647 0 868 -9,124 -4,447 -6,477: -1,063 967
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 62.9 22.7 0.6 11.2 63.8 74.7 87.1: 25.3 12.9
Old : 100.0: 62.9 22.7 0.6 11.2 63.8 74.7 87.1: 25.3 12.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 65: 31 14 3 11 16 43 32:
Old : 65: 31 14 3 11 16 43 32:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 27.8 37.1 38.0 54.2 27.8 36.9 37.7 53.8
Old : 27.8 37.1 38.0 54.2 27.8 36.9 37.7 53.8
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX FUTURE - CHICAGO MERCANTILE EXCHANGE Code-239741
Commitments of Traders - Futures Only, May 29, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $500) :
: : :
All : 48,424: 2,773 8,553 0 40,544 34,405 43,317 42,958: 5,107 5,466
Old : 48,424: 2,773 8,553 0 40,544 34,405 43,317 42,958: 5,107 5,466
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2007 :
: 132: -6 4 0 379 213 373 217: -241 -85
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 5.7 17.7 0.0 83.7 71.0 89.5 88.7: 10.5 11.3
Old : 100.0: 5.7 17.7 0.0 83.7 71.0 89.5 88.7: 10.5 11.3
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 4 17 0 23 22 27 39:
Old : 59: 4 17 0 23 22 27 39:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 64.5 43.6 75.0 61.7 62.7 43.6 73.2 61.6
Old : 64.5 43.6 75.0 61.7 62.7 43.6 73.2 61.6
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
RUSSEL 2000 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE Code-239742
Commitments of Traders - Futures Only, May 29, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (RUSSEL 2000 INDEX X $100) :
: : :
All : 568,845: 66,503 260,784 3,206 485,075 279,881 554,784 543,871: 14,061 24,974
Old : 568,845: 66,503 260,784 3,206 485,075 279,881 554,784 543,871: 14,061 24,974
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2007 :
: 4,787: -4,578 20,051 -42 8,260 -1,886 3,640 18,123: 1,147 -13,336
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 11.7 45.8 0.6 85.3 49.2 97.5 95.6: 2.5 4.4
Old : 100.0: 11.7 45.8 0.6 85.3 49.2 97.5 95.6: 2.5 4.4
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 238: 38 94 10 55 78 99 176:
Old : 238: 38 94 10 55 78 99 176:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 50.9 21.8 70.4 33.3 48.1 17.5 66.1 28.9
Old : 50.9 21.8 70.4 33.3 48.1 17.5 66.1 28.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE Code-240741
Commitments of Traders - Futures Only, May 29, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X $5.00) :
: : :
All : 58,254: 12,406 16,535 711 32,867 25,419 45,984 42,665: 12,270 15,589
Old : 58,254: 12,406 16,535 711 32,867 25,419 45,984 42,665: 12,270 15,589
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2007 :
: 252: 340 32 0 402 -176 742 -144: -490 396
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 21.3 28.4 1.2 56.4 43.6 78.9 73.2: 21.1 26.8
Old : 100.0: 21.3 28.4 1.2 56.4 43.6 78.9 73.2: 21.1 26.8
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 85: 20 18 2 22 29 43 49:
Old : 85: 20 18 2 22 29 43 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 26.9 39.0 44.0 46.4 24.5 31.5 39.6 39.0
Old : 26.9 39.0 44.0 46.4 24.5 31.5 39.6 39.0
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE Code-240743
Commitments of Traders - Futures Only, May 29, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (NIKKEI INDEX X JPY 500) :
: : :
All : 57,949: 24,881 4,937 502 26,272 33,431 51,655 38,870: 6,294 19,079
Old : 57,949: 24,881 4,937 502 26,272 33,431 51,655 38,870: 6,294 19,079
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2007 :
: -518: -150 531 -97 1,045 -1,299 798 -865: -1,316 347
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 42.9 8.5 0.9 45.3 57.7 89.1 67.1: 10.9 32.9
Old : 100.0: 42.9 8.5 0.9 45.3 57.7 89.1 67.1: 10.9 32.9
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 70: 28 7 4 21 18 50 28:
Old : 70: 28 7 4 21 18 50 28:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 33.1 41.3 50.7 52.2 31.1 34.6 46.0 44.5
Old : 33.1 41.3 50.7 52.2 31.1 34.6 46.0 44.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE Code-256741
Commitments of Traders - Futures Only, May 29, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (GSCI X $250) :
: : :
All : 19,508: 4,472 851 270 14,120 17,899 18,862 19,020: 646 488
Old : 19,508: 4,472 851 270 14,120 17,899 18,862 19,020: 646 488
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2007 :
: 175: -216 40 0 368 263 152 303: 23 -128
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 22.9 4.4 1.4 72.4 91.8 96.7 97.5: 3.3 2.5
Old : 100.0: 22.9 4.4 1.4 72.4 91.8 96.7 97.5: 3.3 2.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 24: 8 4 1 7 5 16 9:
Old : 24: 8 4 1 7 5 16 9:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 70.5 93.2 88.4 96.9 70.5 91.9 88.4 95.5
Old : 70.5 93.2 88.4 96.9 70.5 91.9 88.4 95.5
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
3-MO. EUROYEN TIBOR - CHICAGO MERCANTILE EXCHANGE Code-597741
Commitments of Traders - Futures Only, May 29, 2007
-------------------------------------------------------------------------------------------------------------------
: Total : Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- Positions
: Open : Non-Commercial : Commercial : Total :
: Interest : Long : Short : Spreading: Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
: : (CONTRACTS OF JPY 100,000,000) :
: : :
All : 61,649: 2,163 18,965 6,528 25,052 27,220 33,743 52,713: 27,906 8,936
Old : 61,649: 2,163 18,965 6,528 25,052 27,220 33,743 52,713: 27,906 8,936
Other: 0: 0 0 0 0 0 0 0: 0 0
: : :
: : Changes in Commitments from: May 22, 2007 :
: -1,352: 1 229 121 350 1,079 472 1,429: -1,824 -2,781
: : :
: : Percent of Open Interest Represented by Each Category of Trader :
All : 100.0: 3.5 30.8 10.6 40.6 44.2 54.7 85.5: 45.3 14.5
Old : 100.0: 3.5 30.8 10.6 40.6 44.2 54.7 85.5: 45.3 14.5
Other: 100.0: 0.0 0.0 0.0 0.0 0.0 0.0 0.0: 0.0 0.0
: : :
:# Traders : Number of Traders in Each Category :
All : 59: 7 23 13 23 23 40 49:
Old : 59: 7 23 13 23 23 40 49:
Other: 0: 0 0 0 0 0 0 0:
:----------------------------------------------------------------------------------------------------
: Percent of Open Interest Held by the Indicated Number of the Largest Traders
: By Gross Position By Net Position
: 4 or Less Traders 8 or Less Traders 4 or Less Traders 8 or Less Traders
: Long: Short Long Short: Long Short Long Short
:----------------------------------------------------------------------------------------------------
All : 21.7 27.3 33.6 42.6 14.7 22.5 21.2 34.9
Old : 21.7 27.3 33.6 42.6 14.7 22.5 21.2 34.9
Other: 0.0 0.0 0.0 0.0 0.0 0.0 0.0 0.0
Updated June 1, 2007